imanuelcostigan / fmbasics

Financial Market Building Blocks

https://imanuelcostigan.github.io/fmbasics

imanuelcostigan/fmbasics Issues

Use {vctrs} as base for SingleCurrencyMoney
Updated 4 years ago
Remove calendar as a data member from Currency object?
Updated 4 years ago1
Get vol surface functionality ready for merge into master
Closed 5 years ago
Improve documentation of ZeroCurve interpolation methods
Closed 5 years ago
Rewrite InterestRate and DiscountFactor classes using vctrs
Updated 5 years ago
Improve endpoint interpolation conditions
Updated 5 years ago
Add spread option to ZeroCurve creation
Updated 6 years ago
Add specific suggestions for contributors in CONTRIBUTING.md
Updated 7 years ago
Create package website
Closed 7 years ago
Document and test interpolate_* methods
Closed 7 years ago
Index pfc_calendar field should inherit from Calendar
Closed 7 years ago
Market pricing environment
Closed 7 years ago
Zero Curve object and interpolation methods
Closed 7 years ago